+2,941.1%
SHOP vs VALE
+528.4%
+2,412.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -13.2% | -0.2% | -13.0% | -13.2% |
| 30D | -17.0% | +9.7% | -26.8% | -19.4% |
| 3M | +17.0% | +5.3% | +11.7% | +14.7% |
| 6M | -2.1% | +0.5% | -2.7% | -3.0% |
| YTD | -21.4% | +20.6% | -42.0% | -26.9% |
| 1Y | -11.0% | +57.6% | -68.6% | -23.7% |
| 3Y | +100.9% | +50.6% | +50.4% | +72.5% |
| 5Y | -14.7% | +41.8% | -56.5% | -27.6% |
| All | +2,941.1% | +528.4% | +2,412.7% | +1,697.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling